Here we have Thomas and Adam explaining that if you find a white roach, or an "albino" roach, it has recently molted.Transcription:
We got a, uh, I called an albino roach earlier. So, what’s the story on the white roach?
So, if you see a white roach, it's just gone through the molting process where it will shed its exo-skeleton. Well, their pigmentation doesn't really coming in right after molting or shedding their exo-skeleton so they can grow to a larger size until several days after the molt.
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